ungolof

affine_mortality

AffineMortality

Statistical analysis of affine mortality models. Implementation of univariate Kalman Filter based routines for the estimation, goodness of fit assessment and projection of affine mortality models

AfMoProva

AFT-DPM-R

Code for the analysis of the Dirichlet Process Mixture-Regression model of the Accelerated Failure Time model (Ungolo & van den Heuvel, 2023)

AVDPM

Augmented Variable Dirichlet Process Mixture model for the analysis of dependent lifetime events

hierarchical_missing_data

Code used for the analysis in "A hierarchical model for the joint mortality analysis of pension scheme data with missing covariates" (2020) by F. Ungolo, T. Kleinow and A.S. Macdonald, Insurance: Mathematics and Economics, Vol. 91, pages 68-84

surv_mis_data

Code for results of Survival analysis of pension scheme mortality when data are missing (F. Ungolo et. al. (2019 SAJ))

ungolof/AffineMortality

Statistical analysis of affine mortality models. Implementation of univariate Kalman Filter based routines for the estimation, goodness of fit assessment and projection of affine mortality models

ungolof/affine_mortality

ungolof/AFT-DPM-R

Code for the analysis of the Dirichlet Process Mixture-Regression model of the Accelerated Failure Time model (Ungolo & van den Heuvel, 2023)

ungolof/hierarchical_missing_data

Code used for the analysis in "A hierarchical model for the joint mortality analysis of pension scheme data with missing covariates" (2020) by F. Ungolo, T. Kleinow and A.S. Macdonald, Insurance: Mathematics and Economics, Vol. 91, pages 68-84

ungolof/surv_mis_data

Code for results of Survival analysis of pension scheme mortality when data are missing (F. Ungolo et. al. (2019 SAJ))

ungolof/AfMoProva

ungolof/AVDPM

Augmented Variable Dirichlet Process Mixture model for the analysis of dependent lifetime events